How do I install this weird looking i9 9900KF I bought?

You’ve been scammed, plain and simple.

What you have here appears to be a ball grid array (for soldering) laptop CPU. It could be a i3-5005U, which is offered here on eBay:

It could also be a non-functional mockup.

Either way: Return it if you can.

There is a page on Amazon for an Intel BX80684I99900KF Intel Core i9-9900KF Desktop Processor 8 Cores up to 5.0 GHz Turbo Unlocked Without Processor Graphics LGA1151 300 Series 95W. There are 15 customer reviews on the same page stating that the "Intel Core i9 9900K processor" that arrived from Amazon is a green PCB wafer that looks in the reviewers' photos like the PCB in the question. The first fake Intel Core i9 9900K processor customer review was posted almost 2 months ago on October 11, 2019, but the scam still continues fueled by a BX80684I99900KF Intel Core i9 9900K · Save $40 meme that was posted on the https://me.me meme website.

The item you received from Amazon doesn't look like an Intel Core i9 9900K.

At the very least, that is NOT a desktop CPU. How this came to be is anyone's guess.

Along the lines of how, I have an important question to add.

How was the outside of the shipped packing marked? It looks to me like the name of the item was right on the box!? What shipping service did you/they use?

Basically... if I was a shady perp who's the least bit computer literate, and I was working for a shipping company, and I saw $500+ processors moving through the lines, I'd be tempted to set up a system where I swap it out for a cheaper unit before it got to the destination.

Most people working in menial package delivery services get paid dirt. Just a thought.

No matter how it happened, bottom line, Amazon owes you your money back.